-24.0%
ISRG vs VG
-44.6%
+20.5%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | -2.0% | +14.0% | -16.0% | -2.3% |
| 30D | +5.6% | -1.0% | +6.5% | +5.5% |
| 3M | +10.5% | -2.7% | +13.2% | +10.4% |
| 6M | +2.6% | +1.5% | +1.1% | +1.7% |
| YTD | -21.7% | +93.7% | -115.4% | -29.2% |
| 1Y | -21.6% | +68.5% | -90.1% | -28.0% |
| All | -24.0% | -44.6% | +20.5% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling